+383.9%
HWM vs LYFT
+39.4%
+344.5%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.5% |
| 7D | -11.4% | -8.4% | -3.1% | -10.6% |
| 30D | -18.5% | -7.6% | -10.9% | -17.8% |
| 3M | -13.2% | +11.7% | -24.9% | -14.4% |
| 6M | -8.7% | +15.1% | -23.8% | -10.5% |
| YTD | +12.2% | -20.9% | +33.1% | +14.2% |
| 1Y | +24.9% | -16.4% | +41.3% | +25.6% |
| 3Y | +383.9% | +35.2% | +348.7% | +329.6% |
| All | +383.9% | +39.4% | +344.5% | +329.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LYFT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling